3eme Colloque PANORisk "Risk, Markets, and the Real Economy”

The conference theme is "Risk, Markets, and the Real Economy" and it will be an opportunity for academics and professionals to present theoretical and empirical contributions on topics including, but not limited to:

  • Regulation (MiFID II, Solvency II, Basel III);
  • Market microstructure and High Frequency Trading;
  • Liquidity risk; 
  • Hedging;
  • Insurance;
  • Systemic risk and economic growth;
  • Extreme event modelling;
  • Corporate risk management;
  • New frontiers in risk modelling.

Keynote Speaker, Professor Thierry Foucault Ph.D.

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International conference on Advanced Methods in Mathematical Finance

 

This conference is dedicated to innovations in the mathematical analysis of financial data, new numerical methods for finance and applications to risk modeling. The selected topics include actuarial theory, risk measures, ruin theory, credit default models, stochastic control and its applications to portfolio choice and liquidation, models of liquidity and with transaction costs, pricing and hedging of financial instruments. During this conference we plan to discuss new models, new methods and new results in mathematical finance, to answer questions related to actuarial theory, to analyse new financial instruments and to consider several applications of mathematical finance.

 

Pour plus d'informations : https://indico.math.cnrs.fr/event/3123/